+554.5%
MSTR vs LOW
+328.1%
+226.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -4.4% |
| 7D | -4.0% | +6.4% | -10.3% | -7.2% |
| 30D | -18.6% | +25.6% | -44.2% | -28.5% |
| 3M | +25.6% | +4.6% | +21.0% | +21.7% |
| 6M | -33.1% | +2.5% | -35.6% | -35.0% |
| YTD | -17.3% | -1.6% | -15.7% | -18.4% |
| 1Y | -48.1% | +1.7% | -49.8% | -50.3% |
| 3Y | +154.2% | +29.4% | +124.8% | +111.5% |
| 5Y | +46.2% | +9.6% | +36.6% | +34.3% |
| 10Y | +554.5% | +313.3% | +241.2% | +290.4% |
| All | +554.5% | +328.1% | +226.4% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling